Reference date: | December 1, 2023 |
Currency | RUB |
Units | 1 000 000 |
FX and precious metals market | Securities market | Derivatives market | Standardised OTC derivatives market | |
Hypothetical capital (KCCP) | 13.54 | 3718.22 | 34.16 | 37.07 |
C-factor | 0.23% | 40.68% | 1.35% | 2.18% |
DFCM | 3 220.00 | 2 241.00 | 1 030.00 | 700.00 |
DFCCP | 2 600.00 | 6 900.00* | 1 500.00 | 1 000.00 |
*including additional dedicated CCP capital in amount of 3,5 billion RUB